Thursday, 22 September 2016

Uniqueness of Pexider's functional equation



Let $f:\mathbb{R}\rightarrow\mathbb{R}$, $g:\mathbb{R}\rightarrow\mathbb{R}$, and $h:\mathbb{R}\rightarrow\mathbb{R}$ and consider Pexider's equation,
$$
f(x) + g(y) = h(x + y) \qquad \qquad (1)
$$
where $f$, $g$ and $h$ are unknown. I assume (for simplicity) that $f$, $g$, and $h$ are twice continuously differentiable. Then, we can find a solution by differentiating with respect to $x$ and $y$,
$$
h''(x+y)=0

$$
Integrating out, substituting back into $(1)$ and equating coefficients we get,
$$
h(z)=c_1z +c_2 + c_3 \qquad f(x)=c_1x +c_2 \qquad g(y)=c_1y +c_3
$$
for arbitrary constants $c_1$, $c_2$ and $c_3$.



I have now found a solution to $(1)$. How do I prove that this solution is unique? It seems immediate, but can't quite convince myself.


Answer



Suppose $h$ is twice continuously differentiable. Therefore,




$h''(x+y)=0$ if and only if $h(x+y)=(x+y)k+l$, where $k,l$ are constants (1)



Since $f(x)+g(y)=h(x+y)$, we have
$0=\frac{\partial^2}{\partial x \partial y}(L.H.S.) = h''(x+y)$ (2)



Therefore by (1) and (2) we have $f(x)+g(y)=(x+y) k+l$, and since $x,y$ are arbitrary, $f,g$ have to be linear functions.



So, the solution is unique in this sense.


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